Arbitrage-free implied volatility surfaces for options on single stock futures Fulltext Access 20 Pages 2013
The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany Fulltext Access 20 Pages 2013
Corporate governance and payout policy: Evidence from Korean business groups Fulltext Access 20 Pages 2013
Does the organisational form of the target influence market reaction to acquisition announcements? Australian evidence Fulltext Access 20 Pages 2013
Does cross-listing in the US foster mergers and acquisitions and increase target shareholder wealth? Fulltext Access 20 Pages 2013
Does financial regulation affect the profit efficiency and risk of banks? Evidence from China's commercial banks Fulltext Access 20 Pages 2013
Reexamining the time-varying volatility spillover effects: A Markov switching causality approach Fulltext Access 20 Pages 2013
Investors' information advantage and order choices in an order-driven market Fulltext Access 20 Pages 2013
Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns Fulltext Access 20 Pages 2013
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market Fulltext Access 20 Pages 2013
World welfare is rising: Estimation using nonparametric bounds on welfare measures Fulltext Access 20 Pages 2013
The impact of non-parental child care on child development: Evidence from the summer participation “dip” Fulltext Access 20 Pages 2013
Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound Fulltext Access 20 Pages 2013
Is newer better? Penn World Table Revisions and their impact on growth estimates Fulltext Access 20 Pages 2013
Bank competition and financial stability: A comparison of commercial banks and mutual savings banks in Korea Fulltext Access 20 Pages 2013
Information asymmetry, price discovery, and the Chinese B-share discount puzzle Fulltext Access 20 Pages 2013
Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options Fulltext Access 20 Pages 2013
Impact of China's currency valuation and labour cost on the US in a trade and exchange rate model Fulltext Access 20 Pages 2013
Optimal monetary policy rules in a two-country economy with a zero bound on nominal interest rates Fulltext Access 20 Pages 2013
Firm value, the Sarbanes-Oxley Act and cross-listing in the U.S., Germany and Hong Kong destinations Fulltext Access 20 Pages 2013
Information, hedging demand, and institutional investors: Evidence from the Taiwan Futures Exchange Fulltext Access 21 Pages 2013
Financial frictions on capital allocation: A transmission mechanism of TFP fluctuations Fulltext Access 21 Pages 2013
How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches Fulltext Access 21 Pages 2013
Early warning systems for currency crises: A multivariate extreme value approach Fulltext Access 21 Pages 2013
Revisiting early warning signals of corporate credit default using linguistic analysis Fulltext Access 21 Pages 2013
Does CEO pay dispersion matter in an emerging market? Evidence from China's listed firms Fulltext Access 21 Pages 2013
Investor participation and underpricing in lottery-allocated Chinese IPOs Fulltext Access 21 Pages 2013
Sustainability, institutionalization and the duality of structure: Contradiction and unintended consequences in the political context of an Australian water business Fulltext Access 21 Pages 2013
Does good governance matter to debtholders? Evidence from the credit ratings of Japanese firms Fulltext Access 21 Pages 2013
Similar GDP-inflation cycles. An application to CEE countries and the euro area Fulltext Access 21 Pages 2013
The determinants of director remuneration, executive tenure and individual executive disclosure in North African IPO firms Fulltext Access 21 Pages 2013
Connecting two markets: An equilibrium framework for shorts, longs, and stock loans Fulltext Access 21 Pages 2013
The inefficiency of refinancing: Why prepayment penalties are good for risky borrowers Fulltext Access 21 Pages 2013
The effects of firm-initiated clawback provisions on bank loan contracting Fulltext Access 21 Pages 2013
What do professional forecasters' stock market expectations tell us about herding, information extraction and beauty contests? Fulltext Access 21 Pages 2013
Sampling interval and estimated betas: Implications for the presence of transitory components in stock prices Fulltext Access 21 Pages 2013
Valuation of collateralized debt obligations with hierarchical Archimedean copulae Fulltext Access 21 Pages 2013
Stressing correlations and volatilities — A consistent modeling approach Fulltext Access 21 Pages 2013
Are regulatory management evaluations informative about bank accounting returns and risk? Fulltext Access 21 Pages 2013
Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan Fulltext Access 21 Pages 2013
Reassessing the link between the Japanese yen and emerging Asian currencies Fulltext Access 21 Pages 2013
Credit reporting, financial intermediation and identification systems: International evidence Fulltext Access 21 Pages 2013
Unremunerated reserve requirements, exchange rate volatility, and firm value Fulltext Access 21 Pages 2013
Equity issue-specific versus broad regulatory protections against expropriation risk: International evidence from SEOs Fulltext Access 21 Pages 2013
Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach Fulltext Access 21 Pages 2013
Time consistency of optimal monetary and fiscal policy in a small open economy Fulltext Access 21 Pages 2013
Time-series momentum as an intra- and inter-industry effect: Implications for market efficiency Fulltext Access 22 Pages 2013
Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios Fulltext Access 22 Pages 2013
The costs of shareholder activism: Evidence from a sequential decision model Fulltext Access 22 Pages 2013